Timeline for Convergence of gPC expansions for random variables in the total variation distance
Current License: CC BY-SA 4.0
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Aug 3, 2019 at 13:39 | comment | added | user85801 | @user64494 It is always written as gPC (look up any reference on uncertainty quantification, for example the book I mentioned in the question). I do not know the exact reason. There are PC (polynomial chaos) expansions, which are the polynomial expansions arising from $Z$ Gaussian and $\{\phi_m(Z)\}_{m=0}^\infty$ Hermite polynomials. Then Xiu and Karniadakis generalized PC expansions to distributions of $Z$ that belong to the Wiener-Askey scheme. This gave rise to gPC (generalized polynomial chaos) expansions. | |
Aug 3, 2019 at 11:13 | comment | added | user64494 | Do you mean GPC (generalized polynomial chaos) expansions up to English grammar? | |
Aug 3, 2019 at 9:34 | history | asked | user85801 | CC BY-SA 4.0 |